-35.3%
BABA vs NVS
+37.6%
-73.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +5.0% |
| 7D | +4.3% | +5.7% | -1.4% | +4.6% |
| 30D | -5.0% | +17.1% | -22.0% | -4.0% |
| 3M | -18.4% | +7.6% | -26.0% | -17.8% |
| 6M | -20.3% | +14.1% | -34.3% | -20.3% |
| YTD | -27.5% | +23.3% | -50.8% | -22.4% |
| 1Y | -35.3% | +36.0% | -71.3% | -26.8% |
| All | -35.3% | +37.6% | -73.0% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling